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Merged
jajhall merged 3 commits into from
Aug 26, 2026
Merged

Fix issue 2900 #3234

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6ccd4d6
Use HighsCDouble in HPresolve::strengthenInequalities
fwesselm Aug 26, 2026
f059e01
Chaser
fwesselm Aug 26, 2026
76ec5f9
Clean up
fwesselm Aug 26, 2026
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12 changes: 12 additions & 0 deletions check/TestMipSolver.cpp
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Original file line number Diff line number Diff line change
Expand Up @@ -1729,3 +1729,15 @@ TEST_CASE("issue-3171", "[highs_test_mip_solver]") {
const double optimal_objective = 42215.5250005;
solve(highs, kHighsOnString, require_model_status, optimal_objective);
}

TEST_CASE("issue-2900", "[highs_test_mip_solver]") {
std::string filename =
std::string(HIGHS_DIR) + "/check/instances/issue-2900.mps";
Highs highs;
highs.setOptionValue("output_flag", dev_run);
highs.readModel(filename);
const HighsModelStatus require_model_status = HighsModelStatus::kOptimal;
const double optimal_objective = 294856559.369;
solve(highs, kHighsOffString, require_model_status, optimal_objective);
solve(highs, kHighsOnString, require_model_status, optimal_objective);
}
296 changes: 296 additions & 0 deletions check/instances/issue-2900.mps
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Original file line number Diff line number Diff line change
@@ -0,0 +1,296 @@
NAME dbg-presolve-1
OBJSENSE
MAX
ROWS
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ENDATA
30 changes: 15 additions & 15 deletions highs/presolve/HPresolve.cpp
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Original file line number Diff line number Diff line change
Expand Up @@ -7994,8 +7994,8 @@ HPresolve::Result HPresolve::removeDoubletonEquations(
HPresolve::Result HPresolve::strengthenInequalities(
HighsPostsolveStack& postsolve_stack, HighsInt& num_strengthened) {
std::vector<int8_t> complementation;
std::vector<double> reducedcost;
std::vector<double> upper;
std::vector<HighsCDouble> reducedcost;
std::vector<HighsCDouble> upper;
std::vector<HighsInt> indices;
std::vector<HighsInt> positions;
std::vector<HighsInt> stack;
Expand Down Expand Up @@ -8072,7 +8072,8 @@ HPresolve::Result HPresolve::strengthenInequalities(
// activity.
int8_t comp;
double weight = Avalue[pos] * scale;
double ub = model->col_upper_[col] - model->col_lower_[col];
HighsCDouble ub = static_cast<HighsCDouble>(model->col_upper_[col]) -
static_cast<HighsCDouble>(model->col_lower_[col]);
if (weight > 0) {
comp = 1;
maxviolation +=
Expand Down Expand Up @@ -8135,7 +8136,7 @@ HPresolve::Result HPresolve::strengthenInequalities(

for (size_t i = indices.size(); i > 0; --i) {
HighsInt index = indices[i - 1];
double delta = upper[index] * reducedcost[index];
HighsCDouble delta = upper[index] * reducedcost[index];

if (upper[index] <= 1000.0 && reducedcost[index] > smallVal &&
lambda - delta <= smallVal)
Expand All @@ -8153,26 +8154,25 @@ HPresolve::Result HPresolve::strengthenInequalities(
return reducedcost[i1] < reducedcost[i2];
});

double al = reducedcost[alpos];
HighsCDouble al = reducedcost[alpos];
coefs.resize(cover.size());
double coverrhs = std::max(
std::ceil(static_cast<double>(lambda / al - primal_feastol)), 1.0);
HighsCDouble coverrhs = max(ceil(lambda / al - primal_feastol), 1.0);
HighsCDouble slackupper = -coverrhs;

double step = kHighsInf;
HighsCDouble step = kHighsInf;
for (size_t i = 0; i != cover.size(); ++i) {
coefs[i] = std::ceil(
std::min(reducedcost[cover[i]], static_cast<double>(lambda)) / al -
options->small_matrix_value);
coefs[i] =
static_cast<double>(ceil(min(reducedcost[cover[i]], lambda) / al -
options->small_matrix_value));
slackupper += upper[cover[i]] * coefs[i];
step = std::min(step, reducedcost[cover[i]] / coefs[i]);
step = min(step, reducedcost[cover[i]] / coefs[i]);
}
step = std::min(step, static_cast<double>(maxviolation / coverrhs));
step = min(step, maxviolation / coverrhs);
maxviolation -= step * coverrhs;

HighsInt slackind = reducedcost.size();
reducedcost.push_back(step);
upper.push_back(static_cast<double>(slackupper));
upper.push_back(slackupper);

for (size_t i = 0; i != cover.size(); ++i)
reducedcost[cover[i]] -= step * coefs[i];
Expand All @@ -8191,7 +8191,7 @@ HPresolve::Result HPresolve::strengthenInequalities(
[&](HighsInt i) {
return static_cast<size_t>(i) >=
positions.size() ||
std::abs(reducedcost[i]) <= threshold;
abs(reducedcost[i]) <= threshold;
}),
indices.end());
if (indices.empty()) continue;
Expand Down
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